+967.1%
TSEM vs P
+469.1%
+498.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.5% | +1.3% | +3.7% |
| 7D | -17.5% | -23.8% | +6.3% | -9.6% |
| 30D | -44.7% | -36.6% | -8.1% | -35.4% |
| 3M | -38.9% | +10.9% | -49.8% | -40.9% |
| 6M | -36.7% | +30.0% | -66.7% | -41.7% |
| YTD | +17.0% | +44.4% | -27.4% | +4.0% |
| 1Y | +62.8% | +3.9% | +58.9% | +56.8% |
| 3Y | +471.3% | +176.6% | +294.7% | +298.3% |
| 5Y | +290.3% | +249.3% | +41.0% | +144.3% |
| 10Y | +790.1% | +726.9% | +63.2% | +350.9% |
| All | +967.1% | +469.1% | +498.0% | +440.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling